Abstract Polygenic risk scores (PRS) have attenuated cross-population predictive performance. As existing genome-wide association studies (GWAS) were predominantly conducted in individuals of European descent, the limited transferability of PRS reduces its clinical value in non-European populations and may exacerbate healthcare disparities. Recent efforts to level ancestry imbalance in genomic research have expanded the scale of non-European GWAS, although they remain under-powered. Here we present a novel PRS construction method, PRS-CSx, which improves cross-population polygenic prediction by integrating GWAS summary statistics from multiple populations. PRS-CSx couples genetic effects across populations via a shared continuous shrinkage prior, enabling more accurate effect size estimation by sharing information between summary statistics and leveraging linkage disequilibrium (LD) diversity across discovery samples, while inheriting computational efficiency and robustness from PRS-CS. We show that PRS-CSx outperforms alternative methods across traits with a wide range of genetic architectures and cross-population genetic correlations in simulations, and substantially improves the prediction of quantitative traits and schizophrenia risk in non-European populations.